Diagnostics of a Multiresponse Regression Model with Autocorrelated Errors
In this paper we study the diagnostics of a multiresponse regression model with a first-order autoregressive error sequence. The deletion technique is used to identify the outliers taking account of the dependence structure of the errors. Besides the usual measures, some scalar measures to gauge the...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Atlantis Press
2016-11-01
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| Series: | Journal of Statistical Theory and Applications (JSTA) |
| Subjects: | |
| Online Access: | https://www.atlantis-press.com/article/25867324.pdf |